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You have been given the following return information for two mutual funds (Papa and Mama), the market index, and the risk-free rate. Year Papa Fund
You have been given the following return information for two mutual funds (Papa and Mama), the market index, and the risk-free rate.
Year | Papa Fund | Mama Fund | Market | Risk-Free |
2011 | -12.6% | -22.6% | -24.5% | 1% |
2012 | 25.4 | 18.5 | 19.5 | 3 |
2013 | 8.5 | 9.2 | 9.4 | 2 |
2014 | 15.5 | 8.5 | 7.6 | 4 |
2015 | 2.6 | -1.2 | -2.2 | 2 |
Calculate the Sharpe ratio, Treynor ratio, Jensens alpha, information ratio, and R-squared for both funds.
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